Ua Multimedia Stock Market Value
| UAMM Stock | USD 0 0.0004 16.00% |
| Symbol | UAMM |
Ua Multimedia 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ua Multimedia's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ua Multimedia.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Ua Multimedia on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Ua Multimedia or generate 0.0% return on investment in Ua Multimedia over 90 days. UA Multimedia, Inc., a media company, engages in Web, mobile applications, and film production and distribution activiti... More
Ua Multimedia Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ua Multimedia's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ua Multimedia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.86 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 119.8 | |||
| Value At Risk | (23.81) | |||
| Potential Upside | 47.06 |
Ua Multimedia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ua Multimedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ua Multimedia's standard deviation. In reality, there are many statistical measures that can use Ua Multimedia historical prices to predict the future Ua Multimedia's volatility.| Risk Adjusted Performance | 0.0986 | |||
| Jensen Alpha | 2.68 | |||
| Total Risk Alpha | 5.85 | |||
| Sortino Ratio | 0.1415 | |||
| Treynor Ratio | 0.734 |
Ua Multimedia Backtested Returns
Ua Multimedia is out of control given 3 months investment horizon. Ua Multimedia retains Efficiency (Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of price deviation over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.36% are justified by taking the suggested risk. Use Ua Multimedia Mean Deviation of 13.37, downside deviation of 16.86, and Risk Adjusted Performance of 0.0986 to evaluate company specific risk that cannot be diversified away. Ua Multimedia holds a performance score of 8 on a scale of zero to a hundred. The entity owns a Beta (Systematic Risk) of 3.06, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ua Multimedia will likely underperform. Use Ua Multimedia coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to analyze future returns on Ua Multimedia.
Auto-correlation | 0.21 |
Weak predictability
Ua Multimedia has weak predictability. Overlapping area represents the amount of predictability between Ua Multimedia time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ua Multimedia price movement. The serial correlation of 0.21 indicates that over 21.0% of current Ua Multimedia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ua Multimedia lagged returns against current returns
Autocorrelation, which is Ua Multimedia pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ua Multimedia's pink sheet expected returns. We can calculate the autocorrelation of Ua Multimedia returns to help us make a trade decision. For example, suppose you find that Ua Multimedia has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ua Multimedia regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ua Multimedia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ua Multimedia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ua Multimedia pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ua Multimedia Lagged Returns
When evaluating Ua Multimedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ua Multimedia pink sheet have on its future price. Ua Multimedia autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ua Multimedia autocorrelation shows the relationship between Ua Multimedia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ua Multimedia.
Regressed Prices |
| Timeline |
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Ua Multimedia financial ratios help investors to determine whether UAMM Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in UAMM with respect to the benefits of owning Ua Multimedia security.